It all depends on your machine & walking foot. Some will accommodate fancy stitches, some will only go forward and not even work just sewing backwards, and doing so can actually break the foot. You need to do a bit of research on your specific foot/machine setup. You can try a regular presser foot on a scrap sandwich, but I'm guessing that it's not going to feed thru evenly (feed dogs will grab bottom & top won't move much). Heavy, filled embroidery designs should probably be done on the top before sandwiching, but an open machine embroidery (where you hoop the item) can be done on a quilt sandwich.